The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

Decay of neutron-rich Ga isotopes near N = 50 at PARRNe

The PARRNe facility has been used to produce neutron-rich isotopes ^83,84Gaby the ISOL method. Their decay has been studied, and β-γ coincidence and γ-γ coincidence data were collected as a function of time. The first two excited levels in ⁸³Ge and the first excited level in ⁸⁴Ge have been measured for the first time.     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

Numerical simulations of a filament in a flowing soap film

Experiments concerning the properties of soap films have recently been carried out and these systems have been proposed as experimental versions of theoretical two‐dimensional liquids. A silk filament introduced into a flowing soap film, was seen to demonstrate various stable modes, and these were, namely, a mode in which the filament oscillates and one in which the filament is stationary and aligns with the flow of the liquid. The system could be forced from the oscillatory mode into the non‐ oscillatory mode by varying the length of the filament. In this article we use numerical and computational techniques in order to simulate the strongly coupled behaviour of the filament and the fluid. Preliminary results are presented for the specific case in which the filament is seen to oscillate continuously for the duration of our simulation. We also find that the filament oscillations are strongly suppressed when we reduce the effective length of the filament. We believe that these results are reminiscent of the different oscillatory and non‐oscillatory modes observed in experiment. The numerical solutions show that, in contrast to experiment, vortices are created at the leading edge of the filament and are preferentially grown in the curvature of the filament and are eventually released from the trailing edge of the filament. In a similar manner to oscillating hydrofoils, it seems that the oscillating filaments are in a minimal energy state, extracting sufficient energy from the fluid to oscillate. In comparing numerical and experimental results it is possible that the soap film does have an effect on the fluid flow especially in the boundary layer where surface tension forces are large. Copyright © 2004 John Wiley & Sons, Ltd.     

Assessment of two‐equation turbulence modelling for high Reynolds number hydrofoil flows

This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd.